In a large pot, melt the butter. Add the scallions, onion and celery.
Cook until the onion softens. Sift in the flour, nutmeg and pepper and cook for 2 or 3 minutes longer. Gradually stire in the broth. Bring the mixture to a boil and simmer for 15 minutres. Cool the mixture slightly.
Strain into a bowl and return it to the pan.
Add the milk and bring the soup just to a boil. Gruadually add the cheese, stirring to melt each batch before adding more. Return the soup to a boil, stirring often. Taste for seasoning, and add salt and Worcestershire.